+67.7%
T vs DOCS
-73.4%
+141.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.9% |
| 7D | -1.3% | -1.4% | +0.2% | -1.2% |
| 30D | +11.4% | +21.8% | -10.5% | +10.9% |
| 3M | +14.3% | +27.3% | -13.0% | +13.7% |
| 6M | -9.3% | -0.3% | -8.9% | -9.4% |
| YTD | +7.1% | -40.5% | +47.6% | +8.0% |
| 1Y | -9.1% | -61.5% | +52.5% | -7.6% |
| 3Y | +105.3% | +8.2% | +97.2% | +101.6% |
| All | +67.7% | -73.4% | +141.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling